You certainly bake a cake in the oven, as you can bake e.g. fish in the oven. Baked fish is healthier than fried fish (although I'd never say no to a fried cod with chips and salt and vinegar).
If someone asks me what am I cooking for dinner tonight, I'd reply that I'm cooking fish. They can take this a bit further and ask, "are you gonna fry it, or bake it?"
As yourmindisaradio says baking refers to a specific way of cooking using an oven, but when it comes to cakes or pastries then I can't imagine any other method of preparing them other than baking . I don't think there is any part of the world where you can fry a cake, but again you also get fried ice cream in some cuisines...
That's a strange definition of roast if you ask me. The culinary meaning is to cook in an oven while using fat or oil to baste and moisten the meat. It is therefore possible to have roast ham and baked ham.